estimate_Qbar, validate_Qbar, make_N_matrix, estimate_Nbar, compute_delta def generate_dcc_data(T=500, N=3, a=0.05, b=0.85, g=0.03, seed=42): Simulate standardized residuals from a DCC process.
A modular Python toolkit for volatility forecasting, tail-risk backtesting, and option-portfolio risk analytics across equities and crypto (S&P 500, NASDAQ, BTC-USD), built as a tested, installable ...
Abstract: Cryptocurrency, a novel digital asset within the blockchain technology ecosystem, has recently garnered significant attention in the investment world. Despite its growing popularity, the ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results